-33.2%
PENG vs BUD
-0.1%
-33.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +1.8% | -24.8% | -19.9% |
| 7D | -36.7% | +7.1% | -43.8% | -28.4% |
| 30D | -42.0% | +12.7% | -54.7% | -33.1% |
| 3M | -33.2% | 0.0% | -33.2% | -29.9% |
| All | -33.2% | -0.1% | -33.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling